An empirical bayes adaptive price search∗

DOI10.1080/07474949908836434zbMath0944.62123OpenAlexW1599253975MaRDI QIDQ4944017

Rohana J. Karunamuni

Publication date: 24 September 2000

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949908836434

zbMATH Keywords

empirical Bayesmyopic policyBayesian updatingadaptive price search

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24) Sequential statistical analysis (62L10) Empirical decision procedures; empirical Bayes procedures (62C12)

Cites Work

• On a best choice problem with partial information
• Optimal adaptive price search
• Estimation of a mixing distribution function
• On optimal stopping of a sequence of independent random variables- probability maximizing approach
• On empirical Bayes testing with sequential components
• A Bayesian Approach to the Best-Choice Problem
• The Secretary Problem with an Unknown Number of Options
• Minimax Stopping Rules when the Underlying Distribution is Uniform
• The maximum of a sequence with prior information
• Optimal Selection from a Random Sequence with Learning of the Underlying Distribution
• An empirical bayes solution to the best–choice problem
• The Empirical Bayes Approach to Statistical Decision Problems

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